+2,731.1%
UL vs HAS
+4,652.9%
-1,921.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +8.2% | +31.0% | -22.8% | +3.7% |
| 3M | +4.5% | +30.7% | -26.1% | +0.2% |
| 6M | +12.6% | +23.9% | -11.4% | +8.5% |
| YTD | +3.5% | +48.3% | -44.8% | -3.2% |
| 1Y | -0.4% | +60.2% | -60.7% | -8.0% |
| 3Y | +36.0% | +189.2% | -153.2% | +12.5% |
| 5Y | +30.9% | +50.4% | -19.5% | +18.6% |
| 10Y | +97.5% | +104.2% | -6.7% | +62.9% |
| All | +2,731.1% | +4,652.9% | -1,921.8% | +1,296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling